NormalBetaPrime: Normal Beta Prime Prior

Implements Bayesian linear regression, variable selection, normal means estimation, and multiple hypothesis testing using the normal-beta prime prior, as introduced by Bai and Ghosh (2019) <arXiv:1807.02421> and Bai and Ghosh (2019) <arXiv:1807.06539>. Normal means estimation and multiple testing for the Dirichlet-Laplace <doi:10.1080/01621459.2014.960967> and horseshoe+ priors <doi:10.1214/16-BA1028> are also available in this package.